L2hdchange (Q5983373)
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L2 Inference for Change Points in High-Dimensional Time Series
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | L2hdchange |
L2 Inference for Change Points in High-Dimensional Time Series |
Statements
Provides a method for detecting multiple change points in high-dimensional time series, targeting dense or spatially clustered signals. See Li et al. (2023) "L2 Inference for Change Points in High-Dimensional Time Series via a Two-Way MOSUM". arXiv preprint <arXiv:2208.13074>.
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20 July 2023
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